Related papers: Quantifying the Unexpected: a scientific approach …
Computing the return times of extreme events and assessing the impact of climate change on such return times is fundamental to extreme event attribution studies. However, the rarity of such events in the observational record makes this task…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…
We provide an analytic, microscopic analysis of extreme events in an adaptive population comprising competing agents (e.g. species, cells, traders, data-packets). Such large changes tend to dictate the long-term dynamical behaviour of many…
Uncertainty quantification is a key part of astronomy and physics; scientific researchers attempt to model both statistical and systematic uncertainties in their data as best as possible, often using a Bayesian framework. Decisions might…
An important body of quantitative linguistics is constituted by a series of statistical laws about language usage. Despite the importance of these linguistic laws, some of them are poorly formulated, and, more importantly, there is no…
We prove the efficiency of a new method for the detection of crucial events that might have useful applications to the war against terrorism. This has to do with the search for rare but significant events, a theme of research that has been…
We study the impact of the coupling topology on the ability of various networked dynamical systems to generate extreme events. By determining the coupling strength that is necessary to generate an extreme event in the collective dynamics of…
The statistical characterization of the distribution of visible matter in the universe is a central problem in modern cosmology. In this respect, a crucial question still lacking a definitive answer concerns how large are the greatest…
Zipf's law, and power laws in general, have attracted and continue to attract considerable attention in a wide variety of disciplines - from astronomy to demographics to software structure to economics to linguistics to zoology, and even…
Data-driven design is a proven success factor that more and more digital businesses embrace. At the same time, academics and practitioners alike warn that when virtually everything must be tested and proven with numbers, that can stifle…
In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…
A finite dimensional-system whose physics is governed by a Gaussian distribution can be regarded as a subsystem of an infinite dimensional-underlying system described by a uniform distribution on the (infinite dimensional) sphere. In turn,…
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…
We are interested in bounding probabilities of rare events in the context of computer experiments. These rare events depend on the output of a physical model with random input variables. Since the model is only known through an expensive…
We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…
Critical gravitational collapse and self similarity are used to probe the mass distribution of subsolar objects. We demonstrate that at very low mass the distribution is given by a power law, with an exponent opposite in sign to that…
Our paper computationally explores the extinction dynamics of an animal species effected by a sudden spike in mortality due to an extreme event. In our study, the animal species has a 2-year life cycle and is endowed with a high survival…
Climate change is increasing the frequency and severity of natural disasters worldwide. Media coverage of these events may be vital to generate empathy and mobilize global populations to address the common threat posed by climate change.…
We analyse correspondence of a text to a simple probabilistic model. The model assumes that the words are selected independently from an infinite dictionary. The probability distribution correspond to the Zipf---Mandelbrot law. We count…